CME Canadian Dollar Future December 2012
Trading Metrics calculated at close of trading on 06-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
0.9895 |
0.9952 |
0.0057 |
0.6% |
0.9927 |
High |
0.9990 |
0.9982 |
-0.0008 |
-0.1% |
0.9990 |
Low |
0.9895 |
0.9952 |
0.0057 |
0.6% |
0.9890 |
Close |
0.9975 |
0.9977 |
0.0002 |
0.0% |
0.9975 |
Range |
0.0095 |
0.0030 |
-0.0065 |
-68.4% |
0.0100 |
ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.7% |
0.0000 |
Volume |
759 |
338 |
-421 |
-55.5% |
2,858 |
|
Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0060 |
1.0049 |
0.9994 |
|
R3 |
1.0030 |
1.0019 |
0.9985 |
|
R2 |
1.0000 |
1.0000 |
0.9983 |
|
R1 |
0.9989 |
0.9989 |
0.9980 |
0.9995 |
PP |
0.9970 |
0.9970 |
0.9970 |
0.9973 |
S1 |
0.9959 |
0.9959 |
0.9974 |
0.9965 |
S2 |
0.9940 |
0.9940 |
0.9972 |
|
S3 |
0.9910 |
0.9929 |
0.9969 |
|
S4 |
0.9880 |
0.9899 |
0.9961 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0252 |
1.0213 |
1.0030 |
|
R3 |
1.0152 |
1.0113 |
1.0003 |
|
R2 |
1.0052 |
1.0052 |
0.9993 |
|
R1 |
1.0013 |
1.0013 |
0.9984 |
1.0033 |
PP |
0.9952 |
0.9952 |
0.9952 |
0.9961 |
S1 |
0.9913 |
0.9913 |
0.9966 |
0.9933 |
S2 |
0.9852 |
0.9852 |
0.9957 |
|
S3 |
0.9752 |
0.9813 |
0.9948 |
|
S4 |
0.9652 |
0.9713 |
0.9920 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9990 |
0.9890 |
0.0100 |
1.0% |
0.0057 |
0.6% |
87% |
False |
False |
463 |
10 |
0.9990 |
0.9745 |
0.0245 |
2.5% |
0.0061 |
0.6% |
95% |
False |
False |
512 |
20 |
0.9990 |
0.9723 |
0.0267 |
2.7% |
0.0055 |
0.5% |
95% |
False |
False |
464 |
40 |
0.9990 |
0.9620 |
0.0370 |
3.7% |
0.0058 |
0.6% |
96% |
False |
False |
378 |
60 |
0.9990 |
0.9545 |
0.0445 |
4.5% |
0.0057 |
0.6% |
97% |
False |
False |
325 |
80 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0053 |
0.5% |
73% |
False |
False |
260 |
100 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0050 |
0.5% |
73% |
False |
False |
230 |
120 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0047 |
0.5% |
73% |
False |
False |
229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0110 |
2.618 |
1.0061 |
1.618 |
1.0031 |
1.000 |
1.0012 |
0.618 |
1.0001 |
HIGH |
0.9982 |
0.618 |
0.9971 |
0.500 |
0.9967 |
0.382 |
0.9963 |
LOW |
0.9952 |
0.618 |
0.9933 |
1.000 |
0.9922 |
1.618 |
0.9903 |
2.618 |
0.9873 |
4.250 |
0.9825 |
|
|
Fisher Pivots for day following 06-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9974 |
0.9965 |
PP |
0.9970 |
0.9952 |
S1 |
0.9967 |
0.9940 |
|